Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85668 
Year of Publication: 
1998
Series/Report no.: 
Tinbergen Institute Discussion Paper No. 98-034/4
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
Abstract: 
We show that a sufficient condition for the identification ofall parameters of the censored regression model with astochastic and unobserved threshold is that the errors are jointlynormally distributed. Exclusion restrictions are not needed.
Subjects: 
censored regression
unobserved threshold
identification
JEL: 
C34
Document Type: 
Working Paper

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